Package org.drip.capital.label

Class CapitalUnitCoordinate

java.lang.Object
org.drip.capital.label.CapitalUnitCoordinate
All Implemented Interfaces:
Coordinate
Direct Known Subclasses:
RegionRiskTypeCoordinate
public class CapitalUnitCoordinate
extends java.lang.Object
implements Coordinate
CapitalUnitCoordinate implements the Capital Unit Coordinate. The References are:

  • Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm
  • Glasserman, P. (2004): Monte Carlo Methods in Financial Engineering Springer
  • Kupiec, P. H. (2000): Stress Tests and Risk Capital Risk 2 (4) 27-39


Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields inherited from interface org.drip.capital.label.Coordinate

    FQN_DELIMITER

  • Constructor Summary

    Constructors
    Constructor Description
    CapitalUnitCoordinate​(java.lang.String id, java.lang.String riskType)
    CapitalUnitCoordinate Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String fullyQualifiedName()
    Retrieve the Fully Qualified Name
    java.lang.String id()
    Retrieve the Capital Unit ID
    java.lang.String riskType()
    Retrieve the Capital Unit Risk Type
    static CapitalUnitCoordinate Standard​(java.lang.String fullyQualifiedName)
    Construct a Standard Instance of CapitalUnitCoordinate from the FQN

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • CapitalUnitCoordinate

      public CapitalUnitCoordinate​(java.lang.String id, java.lang.String riskType) throws java.lang.Exception
      CapitalUnitCoordinate Constructor
      Parameters:
      id - Capital Unit ID
      riskType - Capital Unit Risk Type
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Standard

      public static CapitalUnitCoordinate Standard​(java.lang.String fullyQualifiedName)
      Construct a Standard Instance of CapitalUnitCoordinate from the FQN
      Parameters:
      fullyQualifiedName - The FQN
      Returns:
      Standard Instance of CapitalUnitCoordinate from the FQN

    • id

      public java.lang.String id()
      Retrieve the Capital Unit ID
      Returns:
      The Capital Unit ID

    • riskType

      public java.lang.String riskType()
      Retrieve the Capital Unit Risk Type
      Returns:
      The Capital Unit Risk Type

    • fullyQualifiedName

      public java.lang.String fullyQualifiedName()
      Description copied from interface: Coordinate
      Retrieve the Fully Qualified Name
      Specified by:
      fullyQualifiedName in interface Coordinate
      Returns:
      The Fully Qualified Name